Anic Equity¶

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Total return since start: 0.602 %¶

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Equity now: -----------------------------> 48928.76 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 42245.16 Kr¶

PnL: ---------------------------------------> -188.12 Kr¶

DD now: ---------------------------------> -7.891 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-03 13:22:23.570573'

Anic Portfolio¶

Today¶

Return: -0.759 %¶

This Week¶

Return: -0.759 %¶

Total portfolio value¶

Return including deposits: 60.18 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.500000 1658.340000 190.800000 13.000000 1467.540000
Hoist Finance 35 1.970000 997.500000 19.250000 1.970000 978.250000
HEXPOL B 9 0.350000 1032.300000 14.400000 1.410000 1017.900000
BioGaia B 8 1.380000 940.800000 12.800000 1.380000 928.000000
Orrön Energy 180 0.490000 2050.200000 12.600000 0.620000 2037.600000
JM 6 1.250000 873.000000 10.800000 1.250000 862.200000
Catena 2 1.370000 800.400000 10.800000 1.370000 789.600000
Atrium Ljungberg B 5 1.070000 943.000000 10.000000 1.070000 933.000000
Sagax B 4 1.170000 862.000000 10.000000 1.170000 852.000000
Sagax A 4 0.000000 860.000000 8.000000 0.940000 852.000000
Platzer Fastigheter Holding B 12 0.500000 963.600000 4.800000 0.500000 958.800000
ASSA ABLOY B 3 0.580000 781.500000 4.500000 0.580000 777.000000
AcadeMedia 8 0.100000 403.200000 2.000000 0.500000 401.200000
Clas Ohlson B 12 0.120000 972.000000 1.200000 0.120000 970.800000
Biotage 7 0.000000 939.400000 0.000000 0.000000 939.400000
Bilia A 8 -0.180000 897.600000 0.000000 0.000000 897.600000
EQT 4 -0.100000 828.800000 -0.800000 -0.100000 829.600000
SKF B 5 -0.290000 935.250000 -2.750000 -0.290000 938.000000
Creaspac SPAC 39 -0.210000 3705.000000 -3.900000 -0.110000 3708.900000
Hexatronic Group 12 -0.570000 959.040000 -5.520000 -0.570000 964.560000
OX2 13 -0.750000 940.550000 -7.150000 -0.750000 947.700000
Byggmax Group 33 -0.830000 946.440000 -7.920000 -0.830000 954.360000
Gränges 9 -0.870000 918.000000 -8.100000 -0.870000 926.100000
Nordic Waterproofing Holding 7 -1.600000 949.200000 -15.400000 -1.600000 964.600000
Alimak Group 11 -2.020000 907.500000 -18.700000 -2.020000 926.200000
Addnode Group B 11 -2.100000 899.250000 -19.250000 -2.100000 918.500000
Latour B 4 -3.600000 824.400000 -30.800000 -3.600000 855.200000
Indutrade 5 -2.920000 1179.000000 -35.500000 -2.920000 1214.500000
VEF 909 -2.360000 1808.910000 -36.360000 -1.970000 1845.270000
Vitec Software Group B 2 -3.970000 1041.000000 -43.000000 -3.970000 1084.000000
Hexagon B 26 -1.320000 3406.000000 -45.500000 -1.320000 3451.500000
Bufab 3 -4.660000 1054.800000 -51.600000 -4.660000 1106.400000
INVISIO 16 -2.390000 3592.000000 -88.000000 -2.390000 3680.000000
BHG Group 97 -6.200000 1365.760000 -89.240000 -6.130000 1455.000000
TOTAL 42235.740000 -197.540000 -7.90848% 42433.280000

Updated:¶

'2023-07-03 13:22:10.239641'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶